| Trading Metrics calculated at close of trading on 14-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1,861.50 |
1,840.00 |
-21.50 |
-1.2% |
1,868.75 |
| High |
1,867.75 |
1,846.25 |
-21.50 |
-1.2% |
1,875.00 |
| Low |
1,834.50 |
1,832.00 |
-2.50 |
-0.1% |
1,832.00 |
| Close |
1,839.75 |
1,833.00 |
-6.75 |
-0.4% |
1,833.00 |
| Range |
33.25 |
14.25 |
-19.00 |
-57.1% |
43.00 |
| ATR |
19.79 |
19.40 |
-0.40 |
-2.0% |
0.00 |
| Volume |
1,144,194 |
2,197,833 |
1,053,639 |
92.1% |
3,786,961 |
|
| Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,879.75 |
1,870.75 |
1,840.75 |
|
| R3 |
1,865.50 |
1,856.50 |
1,837.00 |
|
| R2 |
1,851.25 |
1,851.25 |
1,835.50 |
|
| R1 |
1,842.25 |
1,842.25 |
1,834.25 |
1,839.50 |
| PP |
1,837.00 |
1,837.00 |
1,837.00 |
1,835.75 |
| S1 |
1,828.00 |
1,828.00 |
1,831.75 |
1,825.50 |
| S2 |
1,822.75 |
1,822.75 |
1,830.50 |
|
| S3 |
1,808.50 |
1,813.75 |
1,829.00 |
|
| S4 |
1,794.25 |
1,799.50 |
1,825.25 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,975.75 |
1,947.25 |
1,856.75 |
|
| R3 |
1,932.75 |
1,904.25 |
1,844.75 |
|
| R2 |
1,889.75 |
1,889.75 |
1,841.00 |
|
| R1 |
1,861.25 |
1,861.25 |
1,837.00 |
1,854.00 |
| PP |
1,846.75 |
1,846.75 |
1,846.75 |
1,843.00 |
| S1 |
1,818.25 |
1,818.25 |
1,829.00 |
1,811.00 |
| S2 |
1,803.75 |
1,803.75 |
1,825.00 |
|
| S3 |
1,760.75 |
1,775.25 |
1,821.25 |
|
| S4 |
1,717.75 |
1,732.25 |
1,809.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,875.00 |
1,832.00 |
43.00 |
2.3% |
19.00 |
1.0% |
2% |
False |
True |
757,392 |
| 10 |
1,880.50 |
1,825.00 |
55.50 |
3.0% |
18.00 |
1.0% |
14% |
False |
False |
395,966 |
| 20 |
1,880.50 |
1,809.75 |
70.75 |
3.9% |
18.00 |
1.0% |
33% |
False |
False |
202,382 |
| 40 |
1,880.50 |
1,725.25 |
155.25 |
8.5% |
21.00 |
1.1% |
69% |
False |
False |
104,775 |
| 60 |
1,880.50 |
1,725.25 |
155.25 |
8.5% |
19.00 |
1.0% |
69% |
False |
False |
70,598 |
| 80 |
1,880.50 |
1,725.25 |
155.25 |
8.5% |
17.50 |
1.0% |
69% |
False |
False |
52,997 |
| 100 |
1,880.50 |
1,723.25 |
157.25 |
8.6% |
16.00 |
0.9% |
70% |
False |
False |
42,407 |
| 120 |
1,880.50 |
1,631.50 |
249.00 |
13.6% |
15.25 |
0.8% |
81% |
False |
False |
35,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,906.75 |
|
2.618 |
1,883.50 |
|
1.618 |
1,869.25 |
|
1.000 |
1,860.50 |
|
0.618 |
1,855.00 |
|
HIGH |
1,846.25 |
|
0.618 |
1,840.75 |
|
0.500 |
1,839.00 |
|
0.382 |
1,837.50 |
|
LOW |
1,832.00 |
|
0.618 |
1,823.25 |
|
1.000 |
1,817.75 |
|
1.618 |
1,809.00 |
|
2.618 |
1,794.75 |
|
4.250 |
1,771.50 |
|
|
| Fisher Pivots for day following 14-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,839.00 |
1,850.00 |
| PP |
1,837.00 |
1,844.25 |
| S1 |
1,835.00 |
1,838.50 |
|